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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,786 papers · 148 categories

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6.3%12.5%18.8%25.0% · Mar 199319922001200920172026
48 results for shale gas development

Paper proposes a technique to detect and predict sources of contaminants in complex systems.

problem Difficulty in identifying sources of contaminants in coupled natural and human systems.
method Developed a technique for simultaneous source detection and prediction.
result Outperforms other approaches in detecting potential groundwater contamination.

We present a complete classification and the construction of Mp(2n+2,R)\mathrm{Mp}(2n+2,\mathbb{R})-equivariant differential operators acting on the principal series representations, associated to the contact projective geometry on RP2n+1\mathbb{RP}^{2n+1} and induced from the irreducible Mp(2n,R)\mathrm{Mp}(2n,\mathbb{R})-submodules of…

2015-12-27abs ↗pdf ↗

The recently announced Energy Union by the European Commission is the most recent step in a series of developments aiming at integrating the EU's gas markets to increase social welfare (SW) and security of gas supply. Based on a spatial partial equilibrium model, we analyze the changes in consumption, prices, and SW up…

2015-12-16abs ↗pdf ↗

Deep learning improves combustor anomaly detection in gas turbines.

problem Improving anomaly detection performance in gas turbine combustors.
method Hierarchically learned features from exhaust gas temperature sensor measurements using deep learning.
result Deep learning-based anomaly detection significantly improved combustor anomaly detection performance.

Modeling gas fee competition in decentralized exchanges to optimize arbitrage profits.

problem Gas fees and transaction ordering in decentralized exchanges create arbitrage opportunities.
method Developed a first equilibrium model of gas fee competition between two arbitrageurs under three transaction reversion settings.
result Mixed equilibria exist, and their characteristics depend on inventory risk and transaction settings.

We analyze an ideal gas like models of a trading market. We propose a new fit for the money distribution in the fixed or uniform saving market. For the marketwith quenched random saving factors for its agents we show that the steady state income (mm) distribution P(m)P(m) in the model has a power law tail with Pareto in…

2005-05-06abs ↗pdf ↗

The purpose of this paper is to establish a connection between various subjects such as dynamical r-matrices, Lie bialgebroids, and Lagrangian subalgebras. Our method relies on the theory of Dirac structures developed in dg-ga/9508013 and dg-ga/9611001. In particular, we give a new method of classifying dynamical r-mat…

1999-03-19abs ↗pdf ↗

This paper presents the R package GAS for the analysis of time series under the Generalized Autoregressive Score (GAS) framework of Creal et al. (2013) and Harvey (2013). The distinctive feature of the GAS approach is the use of the score function as the driver of time-variation in the parameters of nonlinear models. T…

2016-09-08abs ↗pdf ↗

We discuss the ideal gas like models of a trading market. The effect of savings on the distribution have been thoroughly reviewed. The market with fixed saving factors leads to a Gamma-like distribution. In a market with quenched random saving factors for its agents we show that the steady state income (mm) distributi…

2005-07-18abs ↗pdf ↗

GAS models have been recently proposed in time-series econometrics as valuable tools for signal extraction and prediction. This paper details how financial risk managers can use GAS models for Value-at-Risk (VaR) prediction using the novel GAS package for R. Details and code snippets for prediction, comparison and back…

2016-11-18abs ↗pdf ↗

For a given real generic curve $\ga: S^1\to \Bbb {RP}^n$ let $D_\ga$ denote the ruled hypersurface in RPn\Bbb {RP}^n consisting of all osculating subspaces to $\ga$ of codimension 2. A curve $\ga: S^1\to \Bbb {RP}^n$ is called convex if the total number of its intersection points (counted with multiplicities) with any h…

1996-08-26abs ↗pdf ↗

Bayesian neural networks improve uncertainty in data-driven VFMs for oil and gas wells.

problem Uncertainty and robustness in data-driven VFMs for oil and gas wells.
method Bayesian neural networks with variational inference for uncertainty quantification.
result Variational inference provides more robust predictions on future data.

A new method uses variational autoencoders to speed up greenhouse gas sensitivity calculations.

problem Computational inefficiency in generating LPDM sensitivities from gas mole fraction observations.
method Developed a convolutional variational autoencoder (CVAE) to emulate LPDM sensitivities in a low-dimensional space.
result The CVAE-based emulator outperforms traditional methods and can be applied to various LPDMs.

Underwater gas reservoirs are used in many situations. In particular, Carbon Capture and Storage (CCS) facilities that are currently being developed intend to store greenhouse gases inside geological formations in the deep sea. In these formations, however, the gas might percolate, leaking back to the water and eventua…

2019-04-11abs ↗pdf ↗

The process of exploring and exploiting Oil and Gas (O&G) generates a lot of data that can bring more efficiency to the industry. The opportunities for using data mining techniques in the "digital oil-field" remain largely unexplored or uncharted. With the high rate of data expansion, companies are scrambling to develo…

2017-05-09abs ↗pdf ↗

This paper analyzes Ethereum's gas fees and their derivatives, providing a comprehensive model.

problem Understanding and predicting gas fees on the Ethereum blockchain.
method Analyzed Ethereum's gas fee structure and used a fractional Ornstein-Uhlenbeck process to model gas prices.
result A model for pricing and trading gas fee derivatives to hedge against volatility.

Study the Hessian geometry of an ideal gas in a centrifuge.

problem Understanding the Hessian geometry of an ideal gas in a centrifuge.
method Investigate the Hessian geometry associated with an ideal gas in a spherical centrifuge, using the action of the Euclidean rotation group.
result The Hessian geometry of a spherical rigid body is isometric to a hyperbolic space in the high angular velocity limit.

This study compares GNNs and GA-MLPs, finding GA-MLPs can distinguish graphs but not count walks.

problem Comparing expressive power and graph isomorphism testing capabilities of GNNs and GA-MLPs.
method GA-MLPs augment node features with multi-hop operators and apply MLPs node-wise; GNNs are compared as a baseline.
result GA-MLPs can distinguish almost all non-isomorphic graphs but cannot count attributed walks, unlike GNNs.

Paper tackles few-shot class-incremental learning with a neural gas network.

problem Incrementally learn new classes from very few labelled samples without forgetting old classes.
method Proposes TOPIC framework using a neural gas network to preserve class topology and adapt to new samples.
result Significantly outperforms other methods on CIFAR100, miniImageNet, and CUB200 datasets.

We calculate the free energy of Coulomb gas systems on Riemann surfaces.

problem Analyzing the free energy of Coulomb gas systems on Riemann surfaces.
method Using bosonization formula and analytic torsion, we derive the asymptotic expansion of the partition function.
result We prove the geometric version of the Zabrodin-Wiegmann conjecture in the determinantal case.

GAS-Norm improves deep learning time series forecasting in non-stationary settings.

problem Deep learning models struggle with non-stationary time series data.
method Combines GAS model for adaptive normalization with deep neural networks.
result Improves deep learning performance in 21 out of 25 settings.

The study finds a long-term relationship between Dubai crude oil and US natural gas prices.

problem Examining the relationship between Dubai crude oil and US natural gas prices.
method Used unit root and cointegration tests, ARDL cointegration technique, and Toda-Yamamoto causality test.
result There is a long-run relationship with unidirectional causality from Dubai crude oil to US natural gas.

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity λλ of agents, such that each agent saves a fraction λλ of its money and trades with t…

2003-11-11abs ↗pdf ↗

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity λλ of agents, such that each agent saves a fraction λλ of its money and trades with t…

2003-02-07abs ↗pdf ↗

Blockchain scaling reduces gas fees, allowing more frequent liquidity updates and concentration.

problem Adverse selection risk and high gas fees on decentralized exchanges.
method Instrumental variables analysis using blockchain scaling solutions (Arbitrum, Polygon) as instruments.
result Higher repositioning intensity and precision lead to greater liquidity concentration, benefiting small trades.

Gradient GA uses gradient information to improve molecular design.

problem Random walk exploration limits genetic algorithms' quality and speed in molecular design.
method Gradient GA incorporates gradient information from the objective function into genetic algorithms, using a differentiable neural network and Discrete Langevin Proposal.
result Significantly improves convergence speed and solution quality over traditional genetic algorithms.

The paper extends MS models with TVTP to U.S. Treasury yields, finding reliable regime dynamics but challenging TVTP identification.

problem Identifying time-varying transition probabilities in Markov-switching models for U.S. Treasury yields.
method Developed a comprehensive MS model with TVTP, including simulations and an R package for estimation.
result Regime means, variances, and transition probabilities are reliably identified, but TVTP coefficients are harder to estimate.

Paper introduces a new volatility model for natural gas markets and discusses swing option pricing.

problem Modeling price and storage dynamics in natural gas markets with path-dependent volatility.
method Developed a novel stochastic path-dependent volatility model and used deep learning for swing option pricing.
result Proposed a deep learning method for numerical approximations of swing option pricing.

How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these questions. Applying our methods to weekly Nordic and German electricity prices, and oi…

2011-10-25abs ↗pdf ↗